Institutional

Active Management Philosophy

Midwest Asset Management believes that meaningful, consistent, and sustainable net excess returns relative to investable index funds can be achieved with quantitative research, and by minimizing the two major obstacles to success: subjectivityandhigh fees.

Since 1987, our equity and fixed strategies were built and refined based on experiences with actual portfolios, real-time analyses, and back-testing research. Below are two models built solely for the benefit of clients. They constitute the foundation of our investment process.

QuantVal® – A quantitative value equity strategy designed to systematically capitalize on cross-sectional factors that exhibit a statistically significant advantage.

Over time, we became confident that the following investment objectives are realistic.

Active Return / Risk Goals

QuantVal U.S. Equity Objectives

Each version (large-cap, mid-cap, and small-cap) is built to earn a 2.5% gross average annual excess return over the Russell 1000®, Midcap®, and 2000® Value Indices without increasing risk.

The investment time horizon for any one individual QuantVal U.S. Equity strategy is five to ten years. When all versions are simultaneously held as a combined “basket,” the time horizon is reduced to five years.

QuantCredit U.S. Fixed Objectives

The U.S. Investment Grade Corporate version is built to earn a 0.5% gross average annual excess return over the Bloomberg Barclays U.S. Corporate or Intermediate Corporate Bond Index without increasing risk.

Past performance does not guarantee future success. All investments are subject to risks, including the possible loss of principal. You should consider Midwest based on the suitability of its investment strategies in relation to your objectives and risk tolerance. By using this website, you acknowledge that you have read and accepted Midwest’s Terms of Use.